Plot correaltion pairs

correlation_pairs.R

# panel.smooth function is built in.
# panel_cor puts correlation in upper panels, size proportional to correlation
panel_cor <- function(x, y, digits=2, prefix="", cex.cor, ...) {
  usr <- par("usr"); on.exit(par(usr))
  par(usr = c(0, 1, 0, 1))
  r <- abs(cor(x, y))
  txt <- format(c(r, 0.123456789), digits = digits)[1]
  txt <- paste(prefix, txt, sep = "")
  if (missing(cex.cor)) cex.cor <- 0.8/strwidth(txt)
  text(0.5, 0.5, txt, cex = cex.cor * r)
}


plot_pairs <- function(dat) {
  pairs(dat,lower.panel = panel.smooth, upper.panel = panel_cor,
        pch = 20)
}

dat <- data.frame(X1 = rnorm(100, 0, 1),
                  X2 = rnorm(100, 0, 1))

plot_pairs(dat)